GMB Korea Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:38.80% (+1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1252 | 6.43 | |
| 0.1197 | 4.27 | |
| 0.7640 | 14.92 | |
| 0.1450 | 5.52 | |
| -0.2679 | -7.10 | |
| 0.1795 | 8.37 |
Estimation Period:
Nov 20, 2012 to Feb 13, 2026
Nov 20, 2012 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GMB Korea Corp Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities